Yan Chen

According to our database, Yan Chen authored at least 18 papers between 2007 and 2012.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2012

Erratum to "Genetic relation algorithm with guided mutation for the large-scale portfolio optimization" [Expert Systems with Applications 38 (4) (2011) 3353-3363].

Yan Chen, Shingo Mabu, Kotaro Hirasawa

Expert Syst. Appl., 2012

Stock trading system based on portfolio beta and evolutionary algorithms.

Yan Chen

Proceedings of the 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2012

2011

Genetic relation algorithm with guided mutation for the large-scale portfolio optimization.

Yan Chen, Shingo Mabu, Kotaro Hirasawa

Expert Syst. Appl., 2011

2010

A model of portfolio optimization using time adapting genetic network programming.

Yan Chen, Shingo Mabu, Kotaro Hirasawa

Comput. Oper. Res., 2010

A portfolio selection strategy using Genetic Relation Algorithm.

Yan Chen, Shingo Mabu, Kotaro Hirasawa

Proceedings of the IEEE Congress on Evolutionary Computation, 2010

2009

A portfolio optimization model using Genetic Network Programming with control nodes.

Yan Chen, Etsushi Ohkawa, Shingo Mabu, Kaoru Shimada, Kotaro Hirasawa

Expert Syst. Appl., 2009

A genetic network programming with learning approach for enhanced stock trading model.

Yan Chen, Shingo Mabu, Kaoru Shimada, Kotaro Hirasawa

Expert Syst. Appl., 2009

A Portfolio Selection Model using Genetic Relation Algorithm and Genetic Network Programming.

Yan Chen, Shingo Mabu, Kotaro Hirasawa

Proceedings of the IEEE International Conference on Systems, 2009

Constructing portfolio investment strategy based on Time Adapting Genetic Network Programming.

Yan Chen, Shingo Mabu, Etsushi Ohkawa, Kotaro Hirasawa

Proceedings of the IEEE Congress on Evolutionary Computation, 2009

2008

Trading Rules on Stock Markets Using Genetic Network Programming with Sarsa Learning.

Yan Chen, Shingo Mabu, Kaoru Shimada, Kotaro Hirasawa

J. Adv. Comput. Intell. Intell. Informatics, 2008

Varying portfolio construction of stocks using genetic network programming with control nodes.

Etsushi Ohkawa, Yan Chen, Shingo Mabu, Kaoru Shimada, Kotaro Hirasawa

Proceedings of the Genetic and Evolutionary Computation Conference, 2008

Stock trading strategies by genetic network programming with flag nodes.

Shingo Mabu, Yan Chen, Etsushi Ohkawa, Kotaro Hirasawa

Proceedings of the Genetic and Evolutionary Computation Conference, 2008

Construction of portfolio optimization system using genetic network programming with control nodes.

Yan Chen, Shingo Mabu, Kaoru Shimada, Kotaro Hirasawa

Proceedings of the Genetic and Evolutionary Computation Conference, 2008

Real Time Updating Genetic Network Programming for adapting to the change of stock prices.

Yan Chen, Shingo Mabu, Kaoru Shimada, Kotaro Hirasawa

Proceedings of the IEEE Congress on Evolutionary Computation, 2008

2007

Genetic network programming with actor-critic and its application to stock trading model.

Shingo Mabu, Yan Chen, Kotaro Hirasawa, Jinglu Hu

Proceedings of the Genetic and Evolutionary Computation Conference, 2007

Trading rules on stock markets using genetic network programming with sarsa learning.

Yan Chen, Shingo Mabu, Kotaro Hirasawa, Jinglu Hu

Proceedings of the Genetic and Evolutionary Computation Conference, 2007

Stock trading rules using genetic network programming with actor-critic.

Shingo Mabu, Yan Chen, Kotaro Hirasawa, Jinglu Hu

Proceedings of the IEEE Congress on Evolutionary Computation, 2007

Genetic network programming with sarsa learning and its application to creating stock trading rules.

Yan Chen, Shingo Mabu, Kotaro Hirasawa, Jinglu Hu

Proceedings of the IEEE Congress on Evolutionary Computation, 2007